Penguin Shopping Expedition

I think I might take the penguins shopping tomorrow while the human is working on some nutty thing for church. On the upside, a nice, traumatic shopping experience with a group of delinquent penguins should take my mind off the fact the human is volunteering to take over as head of a turkey dinner quite nicely. On the downside, there are five big penguins and a penguin chick I will be expected to manage on the bus and then in the stores. I wonder how much insurance they have? I thought about possibly getting leashes and harnesses for keeping the penguins in line, but I'm not sure if they make leashes to fit such creatures. With their short, stubby wings, and their pretty much lacking necks, I'm afraid they would be able to escape easily. Does anyone have any suggestions for how to keep them in line?